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SECPX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SECPX and VOO is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

SECPX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Daily Income Ultra Short Duration Bond Fund (SECPX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
2.03%
12.44%
SECPX
VOO

Key characteristics

Sharpe Ratio

SECPX:

3.13

VOO:

1.81

Sortino Ratio

SECPX:

7.42

VOO:

2.44

Omega Ratio

SECPX:

2.37

VOO:

1.33

Calmar Ratio

SECPX:

15.32

VOO:

2.74

Martin Ratio

SECPX:

45.96

VOO:

11.43

Ulcer Index

SECPX:

0.11%

VOO:

2.02%

Daily Std Dev

SECPX:

1.59%

VOO:

12.77%

Max Drawdown

SECPX:

-11.64%

VOO:

-33.99%

Current Drawdown

SECPX:

0.00%

VOO:

-0.72%

Returns By Period

Over the past 10 years, SECPX has underperformed VOO with an annualized return of 2.05%, while VOO has yielded a comparatively higher 13.25% annualized return.


SECPX

YTD

0.00%

1M

0.11%

6M

2.03%

1Y

4.95%

5Y*

2.37%

10Y*

2.05%

VOO

YTD

3.31%

1M

4.26%

6M

12.44%

1Y

22.48%

5Y*

14.26%

10Y*

13.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SECPX vs. VOO - Expense Ratio Comparison

SECPX has a 0.38% expense ratio, which is higher than VOO's 0.03% expense ratio.


SECPX
SEI Daily Income Ultra Short Duration Bond Fund
Expense ratio chart for SECPX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SECPX vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SECPX
The Risk-Adjusted Performance Rank of SECPX is 9797
Overall Rank
The Sharpe Ratio Rank of SECPX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SECPX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SECPX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SECPX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SECPX is 9898
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7676
Overall Rank
The Sharpe Ratio Rank of VOO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SECPX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Daily Income Ultra Short Duration Bond Fund (SECPX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SECPX, currently valued at 3.13, compared to the broader market-1.000.001.002.003.004.003.131.81
The chart of Sortino ratio for SECPX, currently valued at 7.42, compared to the broader market0.002.004.006.008.0010.0012.007.422.44
The chart of Omega ratio for SECPX, currently valued at 2.37, compared to the broader market1.002.003.004.002.371.33
The chart of Calmar ratio for SECPX, currently valued at 15.32, compared to the broader market0.005.0010.0015.0020.0015.322.74
The chart of Martin ratio for SECPX, currently valued at 45.96, compared to the broader market0.0020.0040.0060.0080.0045.9611.43
SECPX
VOO

The current SECPX Sharpe Ratio is 3.13, which is higher than the VOO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SECPX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
3.13
1.81
SECPX
VOO

Dividends

SECPX vs. VOO - Dividend Comparison

SECPX's dividend yield for the trailing twelve months is around 4.16%, more than VOO's 1.20% yield.


TTM20242023202220212020201920182017201620152014
SECPX
SEI Daily Income Ultra Short Duration Bond Fund
4.16%4.55%3.89%1.43%0.64%1.49%2.53%2.14%1.46%1.05%0.80%0.78%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SECPX vs. VOO - Drawdown Comparison

The maximum SECPX drawdown since its inception was -11.64%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SECPX and VOO. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.72%
SECPX
VOO

Volatility

SECPX vs. VOO - Volatility Comparison

The current volatility for SEI Daily Income Ultra Short Duration Bond Fund (SECPX) is 0.11%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.40%. This indicates that SECPX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.11%
3.40%
SECPX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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